InterpolatedDiscountCurve Class Template Reference
[Term structures]
#include <ql/termstructures/yield/discountcurve.hpp>
Inheritance diagram for InterpolatedDiscountCurve:
Detailed Description
template<class Interpolator>
class QuantLib::InterpolatedDiscountCurve< Interpolator >
Term structure based on interpolation of discount factors.
Public Member Functions | |
| InterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const Interpolator &interpolator=Interpolator()) | |
Inspectors | |
| Date | maxDate () const |
| the latest date for which the curve can return values | |
| const std::vector< Time > & | times () const |
| const std::vector< Date > & | dates () const |
|
const std::vector < DiscountFactor > & | discounts () const |
|
std::vector< std::pair< Date, DiscountFactor > > | nodes () const |
Protected Member Functions | |
| InterpolatedDiscountCurve (const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
| InterpolatedDiscountCurve (const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
| InterpolatedDiscountCurve (Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator()) | |
| DiscountFactor | discountImpl (Time) const |
| discount calculation | |
Protected Attributes | |
| std::vector< Date > | dates_ |
| std::vector< Time > | times_ |
| std::vector< DiscountFactor > | data_ |
| Interpolation | interpolation_ |
| Interpolator | interpolator_ |